+359.9%
CSCO vs GAP
+27.6%
+332.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.5% |
| 7D | -1.1% | -6.3% | +5.2% | -0.2% |
| 30D | -10.8% | -0.2% | -10.5% | -11.0% |
| 3M | -9.2% | 0.0% | -9.2% | -9.7% |
| 6M | +39.5% | -8.1% | +47.7% | +39.8% |
| YTD | +41.5% | -16.5% | +58.0% | +43.4% |
| 1Y | +61.0% | -10.5% | +71.4% | +60.7% |
| 3Y | +105.2% | +104.0% | +1.2% | +70.8% |
| 5Y | +113.4% | +6.8% | +106.7% | +88.6% |
| All | +359.9% | +27.6% | +332.3% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling